Simultaneous confidence bands in spectral density estimation
- Author
- NEUMANN, Michael H1 ; PAPARODITIS, Efstathios2
[1] Institut fir Stochastik, Friedrich-Schiller-Universität Jena, Ernst-Abbe-Platz 2, 07743 Jena, Germany
[2] Department of Mathematics and Statistics, University of Cyprus, P.O. Box 20537, 1678 Nicosia, Cyprus - Source
Biometrika. 2008, Vol 95, Num 2, pp 381-397, 17 p ; ref : 1/4 p
- CODEN
- BIOKAX
- ISSN
- 0006-3444
- Scientific domain
- General biology; Mathematics
- Publisher
- Oxford University Press, Oxford
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Bootstrap Confidence band Gaussian process Spectral density Strong approximation
- Keyword (fr)
- Analyse série temporelle Biométrie Bootstrap Densité spectrale Econométrie Estimateur noyau Estimation densité Estimation non paramétrique Estimation statistique Fonction répartition Lissage Méthode jackknife Méthode lissage Méthode rééchantillonnage Méthode statistique Processus Gauss Processus gaussien Sciences économiques Simulation 60E05 60G15 62F40 62G07 62P20 Approximation forte Bande confiance Estimation noyau Estimation paramétrique Périodogramme
- Keyword (en)
- Time-series analysis Biometrics Bootstrap Spectral density Econometrics Kernel estimator Density estimation Non parametric estimation Statistical estimation Distribution function Smoothing Jackknife method Smoothing methods Resampling method Statistical method Gaussian process Gaussian processes Economic sciences Simulation Strong approximation Confidence band Kernel estimation Periodogram
- Keyword (es)
- Biometría Bootstrap Densidad espectral Econometría Estimación densidad Estimación no paramétrica Estimación estadística Función distribución Alisamiento Método jackknife Método estadístico Proceso Gauss Ciencias económicas Simulación
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N3 Biology, psychology, social sciences
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20411866
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1093/biomet/asn005 
https://dx.doi.org/10.1093/biomet/asn005
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